i am guessing you want to mess with draging and droping into the "all program" part of the start menu.
C:\Documents and Settings\*username*\Start Menu
Basicly just put the correct user name in and you have it.
Other way to get there is go my computer>C drive> Documents and setting > *username* > star menu
That about the best you can do. The other thing that may be able to help is a MS powertoy call tweakUI. A little more diffcult to use but it does let you do a lot of stuff in consmiztion to your interface. I would recomend any one who uses XP get that and you can download from Microsoft themselves (hell they made it).
another trick you can do drag that item you want to put in there down to the start menu. keep holding down the mouse button and it will open the menus up and you can just drop it where you want to go. Also you can uses the windows key and arrows to open it up after you gotten the item you want ot drag and drop in there.